Ergodic convergence of a stochastic proximal point algorithm

Pascal Bianchi 1, 2
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
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https://hal.telecom-paristech.fr/hal-02287222
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Submitted on : Friday, September 13, 2019 - 4:44:28 PM
Last modification on : Sunday, September 15, 2019 - 1:12:47 AM

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  • HAL Id : hal-02287222, version 1

Citation

Pascal Bianchi. Ergodic convergence of a stochastic proximal point algorithm. SIAM Journal on Optimization, 2016, 26 (4), pp.2235-2260. ⟨hal-02287222⟩

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